It's different when the writers come out and say, "this person has the mind of a child and is unfit for adult relationships. You should feel bad for continuing to want that."
Most things are very YMMV, but hopefully even the people that are pining for a Cole romance are *actually* pining for a version of Cole that's adult and humanoid and not a-sexual and interested in / mature enough for a romantic relationship (and that Cole doesn't exist, like, by a long shot).
I hope those fans get a romance that they're really excited about in the end, but it's not like Cullen or Anders where it's just "Oooh, edgy, there's something pretty polarizing about this character's values and life choices and circumstance."
Cole probably deserves love, but not the sexy kind. And he's not an LI, so he can't be considered a lesser choice. The writers simply opted out for their own solid reasons.
(fanfic will still happen though.... sure as the tides) 
*edited for turrible grammar*